+45.9%
TEM vs VCLT
+2.9%
+43.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -3.0% | -1.6% |
| 7D | -9.2% | -1.3% | -7.9% | -6.4% |
| 30D | +5.5% | -1.1% | +6.6% | +8.6% |
| 3M | +18.7% | -3.7% | +22.4% | +29.6% |
| 6M | +15.4% | -4.0% | +19.4% | +27.7% |
| YTD | -0.5% | -3.4% | +2.9% | +8.5% |
| 1Y | -24.8% | -4.1% | -20.7% | -16.7% |
| All | +45.9% | +2.9% | +43.0% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VCLT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling